Description
Springer Bone and Soft Tissue Tumors by Mario Campanacci, Franco Bertoni
Translation of: Tumori delle ossa e delle parti molli._x000D_ Table of contents :- _x000D_
Contents_x000D_
Preface to the Second Edition _x000D_
Preface to the First Edition _x000D_
1. Derivative Background _x000D_
1.1 Financial Markets and Instruments _x000D_
1.1.1 Derivative Instruments _x000D_
1.1.2 Underlying Securities _x000D_
1.1.3 Markets _x000D_
1.1.4 Types of Traders _x000D_
1.1.5 Modeling Assumptions _x000D_
1.2 Arbitrage_x000D_
1.3 Arbitrage Relationships _x000D_
1.3.1 Fundamental Determinants of Option Values _x000D_
1.3.2 Arbitrage Bounds _x000D_
1.4 Single-period Market Models _x000D_
1.4.1 A Fundamental Example _x000D_
1.4.2 A Single-period Model _x000D_
1.4.3 A Few Financial-economic Considerations _x000D_
Exercises 2. Probability Background _x000D_
2.1 Measure _x000D_
2.2 Integral _x000D_
2.3 Probability _x000D_
2.4 Equivalent Measures and Radon-Nikodym Derivatives _x000D_
2.5 Conditional Expectation_x000D_
2.6 Modes of Convergence _x000D_
2.7 Convolution and Characteristic Functions _x000D_
2.8 The Central Limit Theorem _x000D_
2.9 Asset Return Distributions _x000D_
2.10 In.nite Divisibility and the Levy-Khintchine Formula _x000D_
2.11 Elliptically Contoured Distributions_x000D_
2.12 Hyberbolic Distributions _x000D_
Exercises 3. Stochastic Processes in Discrete Time _x000D_
3.1 Information and Filtrations _x000D_
3.2 Discrete-parameter Stochastic Processes _x000D_
3.3 De.nition and Basic Properties of Martingales _x000D_
3.4 Martingale Transforms _x000D_
3.5 Stopping Times and Optional Stopping_x000D_
3.6 The Snell Envelope and Optimal Stopping _x000D_
3.7 Spaces of Martingales _x000D_
3.8 Markov Chains _x000D_
Exercises 4. Mathematical Finance in Discrete Time _x000D_
4.1 The Model _x000D_
4.2 Existence of Equivalent Martingale Measures_x000D_
4.2.1 The No-arbitrage Condition _x000D_
4.2.2 Risk-Neutral Pricing _x000D_
4.3 Complete Markets: Uniqueness of EMMs _x000D_
4.4 The Fundamental Theorem of Asset Pricing: Risk-Neutral Valuation_x000D_
4.5 The Cox-Ross-Rubinstein Model _x000D_
4.5.1 Model Structure_x000D_
4.5.2 Risk-neutral Pricing _x000D_
4.5.3 Hedging _x000D_
4.6 Binomial Approximations_x000D_
4.6.1 Model Structure_x000D_
4.6.2 The Black-Scholes Option Pricing Formula _x000D_
4.6.3 Further Limiting Models_x000D_
4.7 American Options _x000D_
4.7.1 Theory_x000D_
4.7.2 American Options in the CRR Model _x000D_
4.8 Further Contingent Claim Valuation in Discrete Time _x000D_
4.8.1 Barrier Options _x000D_
4.8.2 Lookback Options _x000D_
4.8.3 A Three-period Example _x000D_
4.9 Multifactor Models _x000D_
4.9.1 Extended Binomial Model _x000D_
4.9.2 Multinomial Models _x000D_
Exercises 5. Stochastic Processes in Continuous Time _x000D_
5.1 Filtrations; Finite-dimensional Distributions _x000D_
5.2 Classes of Processes _x000D_
5.2.1 Martingales _x000D_
5.2.2 Gaussian Processes _x000D_
5.2.3 Markov Processes _x000D_
5.2.4 Diffusions _x000D_
5.3 Brownian Motion _x000D_
5.3.1 Definition and Existence _x000D_
5.3.2 Quadratic Variation of Brownian Motion _x000D_
5.3.3 Properties of Brownian Motion_x000D_
5.3.4 Brownian Motion in Stochastic Modeling _x000D_
5.4 Point Processes _x000D_
5.4.1 Exponential Distribution _x000D_
5.4.2 The Poisson Process _x000D_
5.4.3 Compound Poisson Processes _x000D_
5.4.4 Renewal Processes _x000D_
5.5 Levy Processes _x000D_
5.5.1 Distributions _x000D_
5.5.2 Levy Processes _x000D_
5.5.3 Levy Processes and the Levy-Khintchine Formula_x000D_
5.6 Stochastic Integrals; Ito Calculus _x000D_
5.6.1 Stochastic Integration_x000D_
5.6.2 Ito's Lemma _x000D_
5.6.3 Geometric Brownian Motion _x000D_
5.7 Stochastic Calculus for Black-Scholes Models_x000D_
5.8 Stochastic Differential Equations _x000D_
5.9 Likelihood Estimation for Diffusions _x000D_
5.10 Martingales, Local Martingales and Semi-martingales _x000D_
5.10.1 Definitions _x000D_
5.10.2 Semi-martingale Calculus_x000D_
5.10.3 Stochastic Exponentials _x000D_
5.10.4 Semi-martingale Characteristics _x000D_
5.11 Weak Convergence of Stochastic Processes _x000D_
5.11.1 The Spaces Cd and Dd _x000D_
5.11.2 Definition and Motivation _x000D_
5.11.3 Basic Theorems of Weak Convergence _x000D_
5.11.4 Weak Convergence Results for Stochastic Integrals_x000D_
Exercises 6. Mathematical Finance in Continuous Time _x000D_
6.1 Continuous-time Financial Market Models _x000D_
6.1.1 The Financial Market Model _x000D_
6.1.2 Equivalent Martingale Measures _x000D_
6.1.3 Risk-neutral Pricing _x000D_
6.1.4 Changes of Numeraire_x000D_